Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48372.55 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46172.57 Kr¶

PnL: ---------------------------------------> -2049.68 Kr¶

DD now: ---------------------------------> -7.105 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:02:21.362938'

Anic Portfolio¶

This Week¶

Return: -0.164 %¶

Total¶

Return: 58.422 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.640000 842.850000 144.850000 20.750000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Nordisk Bergteknik B 130 -2.420000 4199.000000 35.000000 0.840000 4163.999970
Stillfront Group 38 -2.200000 709.840000 23.840000 3.480000 686.000016
MEKO 13 -1.470000 1571.700000 17.700000 1.140000 1554.000006
Tietoevry 2 -1.750000 650.000000 12.000000 1.880000 638.000000
Vitec Software Group B 1 -1.490000 496.000000 11.000000 2.270000 485.000000
Tobii Dynavox 109 -2.070000 2732.630000 10.630000 0.390000 2721.999993
SKF A 3 -3.370000 592.800000 -0.200000 -0.030000 593.000001
Mycronic 3 -2.790000 649.200000 -2.800000 -0.430000 651.999999
SKF B 3 -3.680000 592.050000 -3.950000 -0.660000 596.000001
G5 Entertainment 3 -1.250000 567.600000 -4.400000 -0.770000 572.000001
Embracer Group B 14 -4.290000 679.910000 -9.090000 -1.320000 689.000004
Addnode Group B 6 -2.020000 699.600000 -9.400000 -1.330000 709.000002
ASSA ABLOY B 2 -1.450000 503.200000 -10.800000 -2.100000 514.000000
Husqvarna A 7 -2.650000 616.000000 -17.000000 -2.690000 632.999997
Fastighetsbolag. Emilshus Pref 21 -0.760000 544.950000 -17.050000 -3.030000 562.000005
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Loomis 6 -2.210000 2022.000000 -21.000000 -1.030000 2043.000000
Husqvarna B 7 -2.720000 616.000000 -24.000000 -3.750000 639.999997
Avanza Bank Holding 2 -6.790000 477.400000 -33.600000 -6.580000 511.000000
Arion Banki SDB 61 -1.090000 662.460000 -34.540000 -4.960000 697.000030
Rejlers B 6 -2.650000 926.400000 -35.600000 -3.700000 961.999998
Collector Bank 29 -6.020000 1194.800000 -39.200000 -3.180000 1233.999996
Swedbank A 3 -3.170000 578.250000 -39.750000 -6.430000 618.000000
Lagercrantz Group B 5 -2.160000 566.500000 -40.500000 -6.670000 607.000000
Norva24 Group 12 -2.220000 359.760000 -47.490000 -11.660000 407.250000
Nordea Bank Abp 30 -3.770000 3710.400000 -52.600000 -1.400000 3762.999990
Dustin Group 18 -4.670000 610.560000 -59.440000 -8.870000 669.999996
Mips 1 -3.060000 468.800000 -60.200000 -11.380000 529.000000
AFRY 3 -2.640000 520.200000 -74.800000 -12.570000 594.999999
Viaplay Group B 4 -5.580000 946.800000 -90.200000 -8.700000 1037.000000
Fastighetsbolaget Emilshus B 23 10.660000 597.890000 -97.110000 -13.970000 694.999993
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
RVRC Holding 17 -4.910000 540.260000 -142.740000 -20.900000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.760000 3526.400000 -611.600000 -14.780000 4138.000000
TOTAL 46191.610000 -2030.640000 -7.06885% 48222.250041

Updated:¶

'2023-03-13 13:01:30.015006'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶